1194 lines
45 KiB
C++
1194 lines
45 KiB
C++
/*
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* Copyright © 2003-2021 Dynare Team
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*
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* This file is part of Dynare.
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*
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* Dynare is free software: you can redistribute it and/or modify
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* it under the terms of the GNU General Public License as published by
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* the Free Software Foundation, either version 3 of the License, or
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* (at your option) any later version.
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*
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* Dynare is distributed in the hope that it will be useful,
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* but WITHOUT ANY WARRANTY; without even the implied warranty of
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* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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* GNU General Public License for more details.
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*
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* You should have received a copy of the GNU General Public License
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* along with Dynare. If not, see <https://www.gnu.org/licenses/>.
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*/
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#ifndef _COMPUTINGTASKS_HH
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#define _COMPUTINGTASKS_HH
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#include <ostream>
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#include "SymbolList.hh"
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#include "SymbolTable.hh"
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#include "Statement.hh"
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#include "StaticModel.hh"
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#include "DynamicModel.hh"
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#include "ModelEquationBlock.hh"
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class SteadyStatement : public Statement
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{
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private:
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const OptionsList options_list;
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public:
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explicit SteadyStatement(OptionsList options_list_arg);
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void checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings) override;
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void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const override;
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void writeJsonOutput(ostream &output) const override;
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};
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class CheckStatement : public Statement
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{
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private:
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const OptionsList options_list;
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public:
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explicit CheckStatement(OptionsList options_list_arg);
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void checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings) override;
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void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const override;
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void writeJsonOutput(ostream &output) const override;
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};
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class SimulStatement : public Statement
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{
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private:
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const OptionsList options_list;
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public:
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explicit SimulStatement(OptionsList options_list_arg);
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void checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings) override;
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void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const override;
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void writeJsonOutput(ostream &output) const override;
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};
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class PerfectForesightSetupStatement : public Statement
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{
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private:
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const OptionsList options_list;
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public:
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explicit PerfectForesightSetupStatement(OptionsList options_list_arg);
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void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const override;
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void writeJsonOutput(ostream &output) const override;
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};
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class PerfectForesightSolverStatement : public Statement
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{
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private:
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const OptionsList options_list;
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public:
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explicit PerfectForesightSolverStatement(OptionsList options_list_arg);
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void checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings) override;
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void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const override;
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void writeJsonOutput(ostream &output) const override;
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};
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class PriorPosteriorFunctionStatement : public Statement
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{
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private:
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const bool prior_func;
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const OptionsList options_list;
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public:
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PriorPosteriorFunctionStatement(const bool prior_func_arg, OptionsList options_list_arg);
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void checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings) override;
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void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const override;
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void writeJsonOutput(ostream &output) const override;
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};
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class ModelInfoStatement : public Statement
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{
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private:
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const OptionsList options_list;
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public:
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explicit ModelInfoStatement(OptionsList options_list_arg);
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void checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings) override;
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void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const override;
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void writeJsonOutput(ostream &output) const override;
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};
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class StochSimulStatement : public Statement
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{
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private:
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SymbolList symbol_list;
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const OptionsList options_list;
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public:
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StochSimulStatement(SymbolList symbol_list_arg,
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OptionsList options_list_arg);
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void checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings) override;
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void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const override;
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void writeJsonOutput(ostream &output) const override;
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};
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class PacModelStatement : public Statement
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{
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public:
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const string name, aux_model_name, discount;
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expr_t growth, original_growth;
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private:
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const double steady_state_growth_rate_number;
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const int steady_state_growth_rate_symb_id;
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const SymbolTable &symbol_table;
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vector<tuple<int, int, int, double>> growth_info;
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public:
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PacModelStatement(string name_arg,
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string aux_model_name_arg,
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string discount_arg,
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expr_t growth_arg,
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double steady_state_growth_rate_number_arg,
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int steady_state_growth_rate_symb_id_arg,
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const SymbolTable &symbol_table_arg);
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void checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings) override;
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void overwriteGrowth(expr_t new_growth);
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void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const override;
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void writeJsonOutput(ostream &output) const override;
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};
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class ForecastStatement : public Statement
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{
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private:
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const SymbolList symbol_list;
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const OptionsList options_list;
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public:
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ForecastStatement(SymbolList symbol_list_arg,
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OptionsList options_list_arg);
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void checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings) override;
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void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const override;
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void writeJsonOutput(ostream &output) const override;
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};
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class RamseyModelStatement : public Statement
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{
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private:
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const OptionsList options_list;
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public:
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explicit RamseyModelStatement(OptionsList options_list_arg);
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void checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings) override;
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void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const override;
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void writeJsonOutput(ostream &output) const override;
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};
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class RamseyConstraintsStatement : public Statement
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{
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public:
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struct Constraint
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{
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int endo;
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BinaryOpcode code;
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expr_t expression;
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};
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using constraints_t = vector<Constraint>;
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private:
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const SymbolTable &symbol_table;
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const constraints_t constraints;
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public:
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RamseyConstraintsStatement(const SymbolTable &symbol_table_arg, constraints_t constraints_arg);
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void checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings) override;
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void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const override;
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void writeJsonOutput(ostream &output) const override;
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};
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class RamseyPolicyStatement : public Statement
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{
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private:
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const SymbolTable &symbol_table;
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const SymbolList symbol_list;
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const OptionsList options_list;
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public:
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RamseyPolicyStatement(const SymbolTable &symbol_table_arg,
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SymbolList symbol_list_arg,
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OptionsList options_list_arg);
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void checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings) override;
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void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const override;
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void writeJsonOutput(ostream &output) const override;
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};
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class EvaluatePlannerObjective : public Statement
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{
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public:
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void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const override;
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void writeJsonOutput(ostream &output) const override;
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};
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class DiscretionaryPolicyStatement : public Statement
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{
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private:
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const SymbolList symbol_list;
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const OptionsList options_list;
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public:
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DiscretionaryPolicyStatement(SymbolList symbol_list_arg,
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OptionsList options_list_arg);
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void checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings) override;
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void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const override;
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void writeJsonOutput(ostream &output) const override;
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};
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class RplotStatement : public Statement
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{
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private:
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const SymbolList symbol_list;
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public:
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explicit RplotStatement(SymbolList symbol_list_arg);
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void checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings) override;
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void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const override;
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void writeJsonOutput(ostream &output) const override;
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};
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class UnitRootVarsStatement : public Statement
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{
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public:
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void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const override;
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void writeJsonOutput(ostream &output) const override;
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};
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class PeriodsStatement : public Statement
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{
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private:
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const int periods;
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public:
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explicit PeriodsStatement(int periods_arg);
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void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const override;
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void writeJsonOutput(ostream &output) const override;
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};
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class DsampleStatement : public Statement
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{
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private:
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const int val1, val2;
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public:
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explicit DsampleStatement(int val1_arg);
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DsampleStatement(int val1_arg, int val2_arg);
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void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const override;
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void writeJsonOutput(ostream &output) const override;
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};
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class EstimationStatement : public Statement
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{
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private:
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const SymbolTable &symbol_table;
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const SymbolList symbol_list;
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const OptionsList options_list;
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public:
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EstimationStatement(const SymbolTable &symbol_table_arg,
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SymbolList symbol_list_arg,
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OptionsList options_list_arg);
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void checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings) override;
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void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const override;
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void writeJsonOutput(ostream &output) const override;
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};
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class DynareSensitivityStatement : public Statement
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{
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private:
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const OptionsList options_list;
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public:
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explicit DynareSensitivityStatement(OptionsList options_list_arg);
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void checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings) override;
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void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const override;
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void writeJsonOutput(ostream &output) const override;
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};
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class ObservationTrendsStatement : public Statement
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{
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public:
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using trend_elements_t = map<string, expr_t>;
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private:
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const trend_elements_t trend_elements;
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const SymbolTable &symbol_table;
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public:
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ObservationTrendsStatement(trend_elements_t trend_elements_arg,
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const SymbolTable &symbol_table_arg);
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void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const override;
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void writeJsonOutput(ostream &output) const override;
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};
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class DeterministicTrendsStatement : public Statement
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{
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public:
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using trend_elements_t = map<string, expr_t>;
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private:
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const trend_elements_t trend_elements;
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const SymbolTable &symbol_table;
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public:
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DeterministicTrendsStatement(trend_elements_t trend_elements_arg,
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const SymbolTable &symbol_table_arg);
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void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const override;
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void writeJsonOutput(ostream &output) const override;
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};
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class FilterInitialStateStatement : public Statement
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{
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public:
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using filter_initial_state_elements_t = map<pair<int, int>, expr_t>;
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private:
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const filter_initial_state_elements_t filter_initial_state_elements;
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const SymbolTable &symbol_table;
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public:
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FilterInitialStateStatement(filter_initial_state_elements_t filter_initial_state_elements_arg,
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const SymbolTable &symbol_table_arg);
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void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const override;
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void writeJsonOutput(ostream &output) const override;
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};
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class OsrParamsStatement : public Statement
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{
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private:
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const SymbolList symbol_list;
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const SymbolTable &symbol_table;
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public:
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OsrParamsStatement(SymbolList symbol_list_arg, const SymbolTable &symbol_table_arg);
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void checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings) override;
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void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const override;
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void writeJsonOutput(ostream &output) const override;
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};
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class OsrStatement : public Statement
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{
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private:
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const SymbolList symbol_list;
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const OptionsList options_list;
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public:
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OsrStatement(SymbolList symbol_list_arg,
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OptionsList options_list_arg);
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void checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings) override;
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void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const override;
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void writeJsonOutput(ostream &output) const override;
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};
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//! Temporary structure used when parsing estimation_params* statements
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class OsrParams
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{
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public:
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string name;
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expr_t low_bound, up_bound;
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void
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init(const DataTree &datatree)
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{
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name = "";
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low_bound = datatree.MinusInfinity;
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up_bound = datatree.Infinity;
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}
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};
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class OsrParamsBoundsStatement : public Statement
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{
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private:
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const vector<OsrParams> osr_params_list;
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public:
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explicit OsrParamsBoundsStatement(vector<OsrParams> osr_params_list_arg);
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void checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings) override;
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void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const override;
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void writeJsonOutput(ostream &output) const override;
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};
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class DynaTypeStatement : public Statement
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{
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private:
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const SymbolList symbol_list;
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const string filename;
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public:
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DynaTypeStatement(SymbolList symbol_list_arg,
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string filename_arg);
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void checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings) override;
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void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const override;
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void writeJsonOutput(ostream &output) const override;
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};
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class DynaSaveStatement : public Statement
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{
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private:
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const SymbolList symbol_list;
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const string filename;
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public:
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DynaSaveStatement(SymbolList symbol_list_arg,
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string filename_arg);
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void checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings) override;
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void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const override;
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void writeJsonOutput(ostream &output) const override;
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};
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class ModelComparisonStatement : public Statement
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{
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public:
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using filename_list_t = vector<pair<string, string>>;
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private:
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filename_list_t filename_list;
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OptionsList options_list;
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public:
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ModelComparisonStatement(filename_list_t filename_list_arg,
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OptionsList options_list_arg);
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void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const override;
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void writeJsonOutput(ostream &output) const override;
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};
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//! Temporary structure used when parsing estimation_params* statements
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class EstimationParams
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{
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public:
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int type;
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string name, name2;
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PriorDistributions prior;
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expr_t init_val, low_bound, up_bound, mean, std, p3, p4, jscale;
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void
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init(const DataTree &datatree)
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{
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type = 0;
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name = "";
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name2 = "";
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prior = PriorDistributions::noShape;
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init_val = datatree.NaN;
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low_bound = datatree.MinusInfinity;
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up_bound = datatree.Infinity;
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mean = datatree.NaN;
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std = datatree.NaN;
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p3 = datatree.NaN;
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p4 = datatree.NaN;
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jscale = datatree.NaN;
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}
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};
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class EstimatedParamsStatement : public Statement
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{
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private:
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const vector<EstimationParams> estim_params_list;
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const SymbolTable &symbol_table;
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public:
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EstimatedParamsStatement(vector<EstimationParams> estim_params_list_arg,
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const SymbolTable &symbol_table_arg);
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void checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings) override;
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void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const override;
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void writeJsonOutput(ostream &output) const override;
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};
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class EstimatedParamsInitStatement : public Statement
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|
{
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private:
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const vector<EstimationParams> estim_params_list;
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const SymbolTable &symbol_table;
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const bool use_calibration;
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public:
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EstimatedParamsInitStatement(vector<EstimationParams> estim_params_list_arg,
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const SymbolTable &symbol_table_arg,
|
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const bool use_calibration_arg);
|
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void checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings) override;
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void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const override;
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void writeJsonOutput(ostream &output) const override;
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};
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|
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class EstimatedParamsBoundsStatement : public Statement
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|
{
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private:
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|
const vector<EstimationParams> estim_params_list;
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const SymbolTable &symbol_table;
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public:
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EstimatedParamsBoundsStatement(vector<EstimationParams> estim_params_list_arg,
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const SymbolTable &symbol_table_arg);
|
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void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const override;
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void writeJsonOutput(ostream &output) const override;
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};
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class OptimWeightsStatement : public Statement
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|
{
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public:
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|
using var_weights_t = map<string, expr_t>;
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using covar_weights_t = map<pair<string, string>, expr_t>;
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private:
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|
const var_weights_t var_weights;
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const covar_weights_t covar_weights;
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const SymbolTable &symbol_table;
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public:
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OptimWeightsStatement(var_weights_t var_weights_arg,
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covar_weights_t covar_weights_arg,
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const SymbolTable &symbol_table_arg);
|
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void checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings) override;
|
|
void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const override;
|
|
void writeJsonOutput(ostream &output) const override;
|
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};
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|
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class PlannerObjectiveStatement : public Statement
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|
{
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private:
|
|
StaticModel model_tree;
|
|
bool computing_pass_called{false};
|
|
public:
|
|
explicit PlannerObjectiveStatement(const StaticModel &model_tree_arg);
|
|
/*! \todo check there are only endogenous variables at the current period in the objective
|
|
(no exogenous, no lead/lag) */
|
|
void checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings) override;
|
|
/*! \todo allow for the possibility of disabling temporary terms */
|
|
void computingPass(const ModFileStructure &mod_file_struct) override;
|
|
void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const override;
|
|
void writeJsonOutput(ostream &output) const override;
|
|
//! Return a reference the Planner Objective model tree
|
|
const StaticModel &getPlannerObjective() const;
|
|
};
|
|
|
|
class BVARDensityStatement : public Statement
|
|
{
|
|
private:
|
|
const int maxnlags;
|
|
const OptionsList options_list;
|
|
public:
|
|
BVARDensityStatement(int maxnlags_arg, OptionsList options_list_arg);
|
|
void checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings) override;
|
|
void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const override;
|
|
void writeJsonOutput(ostream &output) const override;
|
|
};
|
|
|
|
class BVARForecastStatement : public Statement
|
|
{
|
|
private:
|
|
const int nlags;
|
|
const OptionsList options_list;
|
|
public:
|
|
BVARForecastStatement(int nlags_arg, OptionsList options_list_arg);
|
|
void checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings) override;
|
|
void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const override;
|
|
void writeJsonOutput(ostream &output) const override;
|
|
};
|
|
|
|
class SBVARStatement : public Statement
|
|
{
|
|
private:
|
|
const OptionsList options_list;
|
|
public:
|
|
explicit SBVARStatement(OptionsList options_list_arg);
|
|
void checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings) override;
|
|
void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const override;
|
|
void writeJsonOutput(ostream &output) const override;
|
|
};
|
|
|
|
class MSSBVAREstimationStatement : public Statement
|
|
{
|
|
private:
|
|
const OptionsList options_list;
|
|
public:
|
|
explicit MSSBVAREstimationStatement(OptionsList options_list_arg);
|
|
void checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings) override;
|
|
void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const override;
|
|
void writeJsonOutput(ostream &output) const override;
|
|
};
|
|
|
|
class MSSBVARSimulationStatement : public Statement
|
|
{
|
|
private:
|
|
const OptionsList options_list;
|
|
public:
|
|
explicit MSSBVARSimulationStatement(OptionsList options_list_arg);
|
|
void checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings) override;
|
|
void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const override;
|
|
void writeJsonOutput(ostream &output) const override;
|
|
};
|
|
|
|
class MSSBVARComputeMDDStatement : public Statement
|
|
{
|
|
private:
|
|
const OptionsList options_list;
|
|
public:
|
|
explicit MSSBVARComputeMDDStatement(OptionsList options_list_arg);
|
|
void checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings) override;
|
|
void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const override;
|
|
void writeJsonOutput(ostream &output) const override;
|
|
};
|
|
|
|
class MSSBVARComputeProbabilitiesStatement : public Statement
|
|
{
|
|
private:
|
|
const OptionsList options_list;
|
|
public:
|
|
explicit MSSBVARComputeProbabilitiesStatement(OptionsList options_list_arg);
|
|
void checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings) override;
|
|
void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const override;
|
|
void writeJsonOutput(ostream &output) const override;
|
|
};
|
|
|
|
class MSSBVARIrfStatement : public Statement
|
|
{
|
|
private:
|
|
const SymbolList symbol_list;
|
|
const OptionsList options_list;
|
|
public:
|
|
MSSBVARIrfStatement(SymbolList symbol_list_arg,
|
|
OptionsList options_list_arg);
|
|
void checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings) override;
|
|
void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const override;
|
|
void writeJsonOutput(ostream &output) const override;
|
|
};
|
|
|
|
class MSSBVARForecastStatement : public Statement
|
|
{
|
|
private:
|
|
const OptionsList options_list;
|
|
public:
|
|
explicit MSSBVARForecastStatement(OptionsList options_list_arg);
|
|
void checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings) override;
|
|
void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const override;
|
|
void writeJsonOutput(ostream &output) const override;
|
|
};
|
|
|
|
class MSSBVARVarianceDecompositionStatement : public Statement
|
|
{
|
|
private:
|
|
const OptionsList options_list;
|
|
public:
|
|
explicit MSSBVARVarianceDecompositionStatement(OptionsList options_list_arg);
|
|
void checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings) override;
|
|
void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const override;
|
|
void writeJsonOutput(ostream &output) const override;
|
|
};
|
|
|
|
class IdentificationStatement : public Statement
|
|
{
|
|
private:
|
|
OptionsList options_list;
|
|
public:
|
|
explicit IdentificationStatement(OptionsList options_list_arg);
|
|
void checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings) override;
|
|
void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const override;
|
|
void writeJsonOutput(ostream &output) const override;
|
|
};
|
|
|
|
class WriteLatexDynamicModelStatement : public Statement
|
|
{
|
|
private:
|
|
const DynamicModel &dynamic_model;
|
|
const bool write_equation_tags;
|
|
public:
|
|
WriteLatexDynamicModelStatement(const DynamicModel &dynamic_model_arg, bool write_equation_tags_arg);
|
|
void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const override;
|
|
void writeJsonOutput(ostream &output) const override;
|
|
};
|
|
|
|
class WriteLatexStaticModelStatement : public Statement
|
|
{
|
|
private:
|
|
const StaticModel &static_model;
|
|
const bool write_equation_tags;
|
|
public:
|
|
WriteLatexStaticModelStatement(const StaticModel &static_model_arg, bool write_equation_tags_arg);
|
|
void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const override;
|
|
void writeJsonOutput(ostream &output) const override;
|
|
};
|
|
|
|
class WriteLatexOriginalModelStatement : public Statement
|
|
{
|
|
private:
|
|
const DynamicModel &original_model;
|
|
const bool write_equation_tags;
|
|
public:
|
|
WriteLatexOriginalModelStatement(const DynamicModel &original_model_arg, bool write_equation_tags_arg);
|
|
void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const override;
|
|
void writeJsonOutput(ostream &output) const override;
|
|
};
|
|
|
|
class WriteLatexSteadyStateModelStatement : public Statement
|
|
{
|
|
private:
|
|
const SteadyStateModel &steady_state_model;
|
|
public:
|
|
explicit WriteLatexSteadyStateModelStatement(const SteadyStateModel &steady_state_model_arg);
|
|
void checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings) override;
|
|
void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const override;
|
|
void writeJsonOutput(ostream &output) const override;
|
|
};
|
|
|
|
class ShockDecompositionStatement : public Statement
|
|
{
|
|
private:
|
|
const SymbolList symbol_list;
|
|
const OptionsList options_list;
|
|
public:
|
|
ShockDecompositionStatement(SymbolList symbol_list_arg,
|
|
OptionsList options_list_arg);
|
|
void checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings) override;
|
|
void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const override;
|
|
void writeJsonOutput(ostream &output) const override;
|
|
};
|
|
|
|
class RealtimeShockDecompositionStatement : public Statement
|
|
{
|
|
private:
|
|
const SymbolList symbol_list;
|
|
const OptionsList options_list;
|
|
public:
|
|
RealtimeShockDecompositionStatement(SymbolList symbol_list_arg,
|
|
OptionsList options_list_arg);
|
|
void checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings) override;
|
|
void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const override;
|
|
void writeJsonOutput(ostream &output) const override;
|
|
};
|
|
|
|
class PlotShockDecompositionStatement : public Statement
|
|
{
|
|
private:
|
|
const SymbolList symbol_list;
|
|
const OptionsList options_list;
|
|
public:
|
|
PlotShockDecompositionStatement(SymbolList symbol_list_arg,
|
|
OptionsList options_list_arg);
|
|
void checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings) override;
|
|
void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const override;
|
|
void writeJsonOutput(ostream &output) const override;
|
|
};
|
|
|
|
class InitialConditionDecompositionStatement : public Statement
|
|
{
|
|
private:
|
|
const SymbolList symbol_list;
|
|
const OptionsList options_list;
|
|
public:
|
|
InitialConditionDecompositionStatement(SymbolList symbol_list_arg,
|
|
OptionsList options_list_arg);
|
|
void checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings) override;
|
|
void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const override;
|
|
void writeJsonOutput(ostream &output) const override;
|
|
};
|
|
|
|
class SqueezeShockDecompositionStatement : public Statement
|
|
{
|
|
private:
|
|
const SymbolList symbol_list;
|
|
public:
|
|
SqueezeShockDecompositionStatement(SymbolList symbol_list_arg);
|
|
void checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings) override;
|
|
void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const override;
|
|
void writeJsonOutput(ostream &output) const override;
|
|
};
|
|
|
|
class ConditionalForecastStatement : public Statement
|
|
{
|
|
private:
|
|
const OptionsList options_list;
|
|
public:
|
|
explicit ConditionalForecastStatement(OptionsList options_list_arg);
|
|
void checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings) override;
|
|
void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const override;
|
|
void writeJsonOutput(ostream &output) const override;
|
|
};
|
|
|
|
class PlotConditionalForecastStatement : public Statement
|
|
{
|
|
private:
|
|
//! A value of -1 indicates that the user didn't specify a value
|
|
const int periods;
|
|
const SymbolList symbol_list;
|
|
public:
|
|
PlotConditionalForecastStatement(int periods_arg, SymbolList symbol_list_arg);
|
|
void checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings) override;
|
|
void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const override;
|
|
void writeJsonOutput(ostream &output) const override;
|
|
};
|
|
|
|
class CalibSmootherStatement : public Statement
|
|
{
|
|
private:
|
|
const SymbolList symbol_list;
|
|
const OptionsList options_list;
|
|
public:
|
|
CalibSmootherStatement(SymbolList symbol_list_arg,
|
|
OptionsList options_list_arg);
|
|
void checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings) override;
|
|
void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const override;
|
|
void writeJsonOutput(ostream &output) const override;
|
|
};
|
|
|
|
class ExtendedPathStatement : public Statement
|
|
{
|
|
private:
|
|
const OptionsList options_list;
|
|
public:
|
|
explicit ExtendedPathStatement(OptionsList options_list_arg);
|
|
void checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings) override;
|
|
void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const override;
|
|
void writeJsonOutput(ostream &output) const override;
|
|
};
|
|
|
|
class SvarIdentificationStatement : public Statement
|
|
{
|
|
public:
|
|
// using svar_identification_exclusion_t = map<pair<int, int>, vector<int>>;
|
|
struct svar_identification_restriction
|
|
{
|
|
int equation;
|
|
int restriction_nbr;
|
|
int lag;
|
|
int variable;
|
|
expr_t value;
|
|
};
|
|
|
|
using svar_identification_restrictions_t = vector<svar_identification_restriction>;
|
|
private:
|
|
const svar_identification_restrictions_t restrictions;
|
|
const bool upper_cholesky_present, lower_cholesky_present, constants_exclusion_present;
|
|
const SymbolTable &symbol_table;
|
|
int getMaxLag() const;
|
|
public:
|
|
SvarIdentificationStatement(svar_identification_restrictions_t restrictions_arg,
|
|
bool upper_cholesky_present_arg,
|
|
bool lower_cholesky_present_arg,
|
|
bool constants_exclusion_present_arg,
|
|
const SymbolTable &symbol_table_arg);
|
|
void checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings) override;
|
|
void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const override;
|
|
void writeJsonOutput(ostream &output) const override;
|
|
};
|
|
|
|
class MarkovSwitchingStatement : public Statement
|
|
{
|
|
private:
|
|
const OptionsList options_list;
|
|
map<pair<int, int>, double> restriction_map;
|
|
public:
|
|
explicit MarkovSwitchingStatement(OptionsList options_list_arg);
|
|
void checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings) override;
|
|
void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const override;
|
|
void writeJsonOutput(ostream &output) const override;
|
|
};
|
|
|
|
class SvarStatement : public Statement
|
|
{
|
|
private:
|
|
const OptionsList options_list;
|
|
public:
|
|
explicit SvarStatement(OptionsList options_list_arg);
|
|
void checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings) override;
|
|
void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const override;
|
|
void writeJsonOutput(ostream &output) const override;
|
|
};
|
|
|
|
class SvarGlobalIdentificationCheckStatement : public Statement
|
|
{
|
|
public:
|
|
void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const override;
|
|
void writeJsonOutput(ostream &output) const override;
|
|
};
|
|
|
|
class SetTimeStatement : public Statement
|
|
{
|
|
private:
|
|
const OptionsList options_list;
|
|
public:
|
|
explicit SetTimeStatement(OptionsList options_list_arg);
|
|
void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const override;
|
|
void writeJsonOutput(ostream &output) const override;
|
|
};
|
|
|
|
class EstimationDataStatement : public Statement
|
|
{
|
|
private:
|
|
const OptionsList options_list;
|
|
public:
|
|
explicit EstimationDataStatement(OptionsList options_list_arg);
|
|
void checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings) override;
|
|
void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const override;
|
|
void writeJsonOutput(ostream &output) const override;
|
|
};
|
|
|
|
class SubsamplesStatement : public Statement
|
|
{
|
|
public:
|
|
//! Storage for declaring subsamples: map<subsample_name, <date1, date2 >
|
|
using subsample_declaration_map_t = map<string, pair<string, string>>;
|
|
private:
|
|
const string name1, name2;
|
|
const subsample_declaration_map_t subsample_declaration_map;
|
|
const SymbolTable &symbol_table;
|
|
public:
|
|
SubsamplesStatement(string name1_arg,
|
|
string name2_arg,
|
|
subsample_declaration_map_t subsample_declaration_map_arg,
|
|
const SymbolTable &symbol_table_arg);
|
|
void checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings) override;
|
|
void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const override;
|
|
void writeJsonOutput(ostream &output) const override;
|
|
};
|
|
|
|
class SubsamplesEqualStatement : public Statement
|
|
{
|
|
private:
|
|
const string to_name1, to_name2, from_name1, from_name2;
|
|
const SymbolTable &symbol_table;
|
|
public:
|
|
SubsamplesEqualStatement(string to_name1_arg,
|
|
string to_name2_arg,
|
|
string from_name1_arg,
|
|
string from_name2_arg,
|
|
const SymbolTable &symbol_table_arg);
|
|
void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const override;
|
|
void writeJsonOutput(ostream &output) const override;
|
|
};
|
|
|
|
class JointPriorStatement : public Statement
|
|
{
|
|
private:
|
|
const vector<string> joint_parameters;
|
|
const PriorDistributions prior_shape;
|
|
const OptionsList options_list;
|
|
public:
|
|
JointPriorStatement(vector<string> joint_parameters_arg,
|
|
PriorDistributions prior_shape_arg,
|
|
OptionsList options_list_arg);
|
|
void checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings) override;
|
|
void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const override;
|
|
void writeOutputHelper(ostream &output, const string &field, const string &lhs_field) const;
|
|
void writeJsonOutput(ostream &output) const override;
|
|
};
|
|
|
|
class BasicPriorStatement : public Statement
|
|
{
|
|
protected:
|
|
const string name, subsample_name;
|
|
const PriorDistributions prior_shape;
|
|
const expr_t variance;
|
|
const OptionsList options_list;
|
|
BasicPriorStatement(string name_arg,
|
|
string subsample_name_arg,
|
|
PriorDistributions prior_shape_arg,
|
|
expr_t variance_arg,
|
|
OptionsList options_list_arg);
|
|
void checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings) override;
|
|
void get_base_name(const SymbolType symb_type, string &lhs_field) const;
|
|
void writeCommonOutput(ostream &output, const string &lhs_field) const;
|
|
void writeCommonOutputHelper(ostream &output, const string &field, const string &lhs_field) const;
|
|
void writePriorOutput(ostream &output, string &lhs_field, const string &name2) const;
|
|
bool is_structural_innovation(const SymbolType symb_type) const;
|
|
void writePriorIndex(ostream &output, const string &lhs_field) const;
|
|
void writeVarianceOption(ostream &output, const string &lhs_field) const;
|
|
void writeOutputHelper(ostream &output, const string &field, const string &lhs_field) const;
|
|
void writeShape(ostream &output, const string &lhs_field) const;
|
|
void writeJsonShape(ostream &output) const;
|
|
void writeJsonPriorOutput(ostream &output) const;
|
|
};
|
|
|
|
class PriorStatement : public BasicPriorStatement
|
|
{
|
|
public:
|
|
PriorStatement(string name_arg,
|
|
string subsample_name_arg,
|
|
PriorDistributions prior_shape_arg,
|
|
expr_t variance_arg,
|
|
OptionsList options_list_arg);
|
|
void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const override;
|
|
void writeJsonOutput(ostream &output) const override;
|
|
};
|
|
|
|
class StdPriorStatement : public BasicPriorStatement
|
|
{
|
|
private:
|
|
const SymbolTable &symbol_table;
|
|
public:
|
|
StdPriorStatement(string name_arg,
|
|
string subsample_name_arg,
|
|
PriorDistributions prior_shape_arg,
|
|
expr_t variance_arg,
|
|
OptionsList options_list_arg,
|
|
const SymbolTable &symbol_table_arg);
|
|
void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const override;
|
|
void writeJsonOutput(ostream &output) const override;
|
|
};
|
|
|
|
class CorrPriorStatement : public BasicPriorStatement
|
|
{
|
|
private:
|
|
const string name1;
|
|
const SymbolTable &symbol_table;
|
|
public:
|
|
CorrPriorStatement(string name_arg1,
|
|
string name_arg2,
|
|
string subsample_name_arg,
|
|
PriorDistributions prior_shape_arg,
|
|
expr_t variance_arg,
|
|
OptionsList options_list_arg,
|
|
const SymbolTable &symbol_table_arg);
|
|
void checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings) override;
|
|
void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const override;
|
|
void writeJsonOutput(ostream &output) const override;
|
|
};
|
|
|
|
class PriorEqualStatement : public Statement
|
|
{
|
|
private:
|
|
const string to_declaration_type, to_name1, to_name2, to_subsample_name;
|
|
const string from_declaration_type, from_name1, from_name2, from_subsample_name;
|
|
const SymbolTable &symbol_table;
|
|
public:
|
|
PriorEqualStatement(string to_declaration_type_arg,
|
|
string to_name1_arg,
|
|
string to_name2_arg,
|
|
string to_subsample_name_arg,
|
|
string from_declaration_type_arg,
|
|
string from_name1_arg,
|
|
string from_name2_arg,
|
|
string from_subsample_name_arg,
|
|
const SymbolTable &symbol_table_arg);
|
|
void get_base_name(const SymbolType symb_type, string &lhs_field) const;
|
|
void checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings) override;
|
|
void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const override;
|
|
void writeJsonOutput(ostream &output) const override;
|
|
};
|
|
|
|
class BasicOptionsStatement : public Statement
|
|
{
|
|
protected:
|
|
const string name, subsample_name;
|
|
const OptionsList options_list;
|
|
BasicOptionsStatement(string name_arg,
|
|
string subsample_name_arg,
|
|
OptionsList options_list_arg);
|
|
void get_base_name(const SymbolType symb_type, string &lhs_field) const;
|
|
void checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings) override;
|
|
void writeOptionsOutput(ostream &output, string &lhs_field, const string &name2) const;
|
|
void writeCommonOutput(ostream &output, const string &lhs_field) const;
|
|
void writeCommonOutputHelper(ostream &output, const string &field, const string &lhs_field) const;
|
|
bool is_structural_innovation(const SymbolType symb_type) const;
|
|
void writeOptionsIndex(ostream &output, const string &lhs_field) const;
|
|
void writeOutputHelper(ostream &output, const string &field, const string &lhs_field) const;
|
|
void writeJsonOptionsOutput(ostream &output) const;
|
|
};
|
|
|
|
class OptionsStatement : public BasicOptionsStatement
|
|
{
|
|
public:
|
|
OptionsStatement(string name_arg, string subsample_name_arg, OptionsList options_list_arg);
|
|
void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const override;
|
|
void writeJsonOutput(ostream &output) const override;
|
|
};
|
|
|
|
class StdOptionsStatement : public BasicOptionsStatement
|
|
{
|
|
private:
|
|
const SymbolTable &symbol_table;
|
|
public:
|
|
StdOptionsStatement(string name_arg,
|
|
string subsample_name_arg,
|
|
OptionsList options_list_arg,
|
|
const SymbolTable &symbol_table_arg);
|
|
void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const override;
|
|
void writeJsonOutput(ostream &output) const override;
|
|
};
|
|
|
|
class CorrOptionsStatement : public BasicOptionsStatement
|
|
{
|
|
private:
|
|
const string name1;
|
|
const SymbolTable &symbol_table;
|
|
public:
|
|
CorrOptionsStatement(string name_arg1, string name_arg2,
|
|
string subsample_name_arg,
|
|
OptionsList options_list_arg,
|
|
const SymbolTable &symbol_table_arg);
|
|
void checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings) override;
|
|
void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const override;
|
|
void writeJsonOutput(ostream &output) const override;
|
|
};
|
|
|
|
class OptionsEqualStatement : public Statement
|
|
{
|
|
private:
|
|
const string to_declaration_type, to_name1, to_name2, to_subsample_name;
|
|
const string from_declaration_type, from_name1, from_name2, from_subsample_name;
|
|
const SymbolTable &symbol_table;
|
|
public:
|
|
OptionsEqualStatement(string to_declaration_type_arg,
|
|
string to_name1_arg,
|
|
string to_name2_arg,
|
|
string to_subsample_name_arg,
|
|
string from_declaration_type_arg,
|
|
string from_name1_arg,
|
|
string from_name2_arg,
|
|
string from_subsample_name_arg,
|
|
const SymbolTable &symbol_table_arg);
|
|
void get_base_name(const SymbolType symb_type, string &lhs_field) const;
|
|
void checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings) override;
|
|
void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const override;
|
|
void writeJsonOutput(ostream &output) const override;
|
|
};
|
|
|
|
class ModelDiagnosticsStatement : public Statement
|
|
{
|
|
public:
|
|
void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const override;
|
|
void writeJsonOutput(ostream &output) const override;
|
|
};
|
|
|
|
class Smoother2histvalStatement : public Statement
|
|
{
|
|
private:
|
|
const OptionsList options_list;
|
|
public:
|
|
explicit Smoother2histvalStatement(OptionsList options_list_arg);
|
|
void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const override;
|
|
void writeJsonOutput(ostream &output) const override;
|
|
};
|
|
|
|
class MethodOfMomentsStatement : public Statement
|
|
{
|
|
private:
|
|
const SymbolList symbol_list;
|
|
const OptionsList options_list;
|
|
public:
|
|
MethodOfMomentsStatement(SymbolList symbol_list_arg, OptionsList options_list_arg);
|
|
void checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings) override;
|
|
void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const override;
|
|
void writeJsonOutput(ostream &output) const override;
|
|
};
|
|
|
|
class GenerateIRFsStatement : public Statement
|
|
{
|
|
public:
|
|
private:
|
|
const OptionsList options_list;
|
|
const vector<string> generate_irf_names;
|
|
const vector<map<string, double>> generate_irf_elements;
|
|
public:
|
|
GenerateIRFsStatement(OptionsList options_list_arg,
|
|
vector<string> generate_irf_names_arg,
|
|
vector<map<string, double>> generate_irf_elements_arg);
|
|
void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const override;
|
|
void writeJsonOutput(ostream &output) const override;
|
|
};
|
|
|
|
class VarExpectationModelStatement : public Statement
|
|
{
|
|
public:
|
|
const string model_name;
|
|
private:
|
|
expr_t expression;
|
|
public:
|
|
const string aux_model_name, horizon;
|
|
const expr_t discount;
|
|
const SymbolTable &symbol_table;
|
|
// List of generated auxiliary param ids, in variable-major order
|
|
vector<int> aux_params_ids; // TODO: move this to some new VarModelTable object
|
|
private:
|
|
vector<tuple<int, int, double>> vars_params_constants;
|
|
public:
|
|
VarExpectationModelStatement(string model_name_arg, expr_t expression_arg, string aux_model_name_arg,
|
|
string horizon_arg, expr_t discount_arg, const SymbolTable &symbol_table_arg);
|
|
void substituteUnaryOpNodes(const lag_equivalence_table_t &nodes, ExprNode::subst_table_t &subst_table);
|
|
void substituteDiff(const lag_equivalence_table_t &diff_table, ExprNode::subst_table_t &subst_table);
|
|
// Analyzes the linear combination contained in the 'expression' option
|
|
/* Must be called after substituteUnaryOpNodes() and substituteDiff() (in
|
|
that order) */
|
|
void matchExpression();
|
|
void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const override;
|
|
void writeJsonOutput(ostream &output) const override;
|
|
};
|
|
|
|
class MatchedMomentsStatement : public Statement
|
|
{
|
|
private:
|
|
const SymbolTable &symbol_table;
|
|
public:
|
|
/* Each moment is represented by a three vectors: symb_ids, lags, powers.
|
|
See the definition of ExprNode::matchMatchedMoment() for more details */
|
|
const vector<tuple<vector<int>, vector<int>, vector<int>>> moments;
|
|
MatchedMomentsStatement(const SymbolTable &symbol_table_arg,
|
|
vector<tuple<vector<int>, vector<int>, vector<int>>> moments_arg);
|
|
void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const override;
|
|
void writeJsonOutput(ostream &output) const override;
|
|
};
|
|
|
|
#endif
|